GifariKemalandClaude Opus 4.5
7af9183af3
- XGBoost ML model with 37 features for market direction prediction - Smart Money Concepts (SMC): Order Blocks, FVG, BOS, CHoCH - HMM market regime detection (trending/ranging/volatile) - ATR-based stop loss with 1.5 ATR minimum distance - Broker-level SL protection with fallback - Time-based exit (max 6 hours per trade) - Session-aware trading optimized for London/NY overlap - Auto-retraining based on market conditions - Telegram notifications and web dashboard - Backtest results: 63.9% win rate, 2.64 profit factor, 4.83 Sharpe Backtest period: Jan 2025 - Feb 2026, 654 trades, $4,189 net P/L Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
125 lines
4.5 KiB
Markdown
125 lines
4.5 KiB
Markdown
# Arsitektur AI — Smart Trading Bot
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> Dokumentasi lengkap semua komponen AI dan sistem pendukung.
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---
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## Daftar Komponen
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### Inti AI & Analisis
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| # | Komponen | File Source | Fungsi |
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|---|----------|------------|--------|
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| 1 | [HMM Regime Detector](01-HMM-Regime-Detector.md) | `src/regime_detector.py` | Deteksi kondisi pasar (radar cuaca) |
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| 2 | [XGBoost Signal Predictor](02-XGBoost-Signal-Predictor.md) | `src/ml_model.py` | Prediksi arah harga (navigator AI) |
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| 3 | [SMC Analyzer](03-SMC-Analyzer.md) | `src/smc_polars.py` | Analisis struktur pasar institusi (peta jalan) |
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| 4 | [Feature Engineering](04-Feature-Engineering.md) | `src/feature_eng.py` | Pengolahan data mentah ke fitur ML (alat ukur) |
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### Proteksi & Manajemen Risiko
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| # | Komponen | File Source | Fungsi |
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|---|----------|------------|--------|
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| 5 | [Risk Management](05-Risk-Management.md) | `src/smart_risk_manager.py` | Perlindungan modal (sabuk pengaman) |
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| 6 | [Session Filter](06-Session-Filter.md) | `src/session_filter.py` | Pengaturan waktu trading (jadwal kerja) |
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| 7 | [Stop Loss (S/L)](07-Stop-Loss.md) | Multi-file | Proteksi 4 lapis dari kerugian |
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| 8 | [Take Profit (T/P)](08-Take-Profit.md) | Multi-file | Pengambilan profit cerdas 6 layer |
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### Proses Trading
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| # | Komponen | File Source | Fungsi |
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|---|----------|------------|--------|
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| 9 | [Entry Trade](09-Entry-Trade.md) | `main_live.py` | Proses masuk posisi (11 filter) |
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| 10 | [Exit Trade](10-Exit-Trade.md) | `main_live.py` | Proses keluar posisi (10 kondisi) |
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### Pendukung
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| # | Komponen | File Source | Fungsi |
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|---|----------|------------|--------|
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| 11 | [News Agent](11-News-Agent.md) | `src/news_agent.py` | Monitoring berita ekonomi |
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| 12 | [Telegram Notifications](12-Telegram-Notifications.md) | `src/telegram_notifier.py` | Notifikasi real-time ke Telegram |
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### Training & Validasi
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| # | Komponen | File Source | Fungsi |
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|---|----------|------------|--------|
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| 13 | [Auto Trainer](13-Auto-Trainer.md) | `src/auto_trainer.py` | Retraining model otomatis (pelatih malam) |
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| 14 | [Backtest](14-Backtest.md) | `backtests/backtest_live_sync.py` | Simulasi trading 100% sync dengan live |
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| 15 | [Dynamic Confidence](15-Dynamic-Confidence.md) | `src/dynamic_confidence.py` | Penyesuaian threshold otomatis (termometer) |
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---
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## Pipeline Lengkap
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```
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Raw OHLCV dari MT5
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[Feature Engineering] -> 40+ fitur numerik (RSI, ATR, MACD, BB, EMA, ...)
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[SMC Analyzer] -> Swing, FVG, OB, BOS, CHoCH, Liquidity
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| + Signal (entry, SL ATR-based, TP ATR-capped)
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+---+---+
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v v
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[HMM] [XGBoost]
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Regime Signal
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+---+---+
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[Signal Combination] -> SMC + ML harus setuju
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[News Agent] -> Monitor berita (tidak blocking)
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[Session Filter] -> Cek waktu boleh trading?
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[ENTRY TRADE] -> 11 filter harus PASS:
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| Session, Risk Mode, SMC Signal, ML Confirm,
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| ML Agree, Quality, Confirmation 2x, Pullback,
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| Cooldown, Position Limit, Lot Size
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[Risk Management] -> Hitung lot aman, apply multiplier
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[Execute Order] -> Kirim ke MT5 dengan broker SL & TP
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[Telegram] -> Notifikasi trade open
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[EXIT MONITORING] -> Setiap 1 detik, 10 kondisi exit:
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| Smart TP, Early Exit, Golden Hold, ML Reversal,
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| Max Loss, Stall, Daily Limit, Weekend, Time-based, Hold
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[Close Position] -> Record result, update risk, notify
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```
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---
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## Ringkasan Peran Setiap Komponen
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| Komponen | Pertanyaan yang Dijawab |
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|----------|------------------------|
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| Feature Engineering | "Data mentah ini berarti apa?" |
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| SMC Analyzer | "Dimana institusi besar trading? Entry/SL/TP dimana?" |
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| HMM | "Kondisi pasar bagaimana sekarang?" |
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| XGBoost | "Harga akan naik atau turun?" |
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| Session Filter | "Sekarang waktu yang tepat untuk trading?" |
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| News Agent | "Ada berita high-impact yang perlu diperhatikan?" |
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| Risk Management | "Berapa besar boleh trading? Sudah aman?" |
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| Stop Loss | "Bagaimana melindungi dari kerugian?" |
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| Take Profit | "Kapan mengambil profit?" |
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| Entry Trade | "Apakah semua syarat terpenuhi untuk masuk?" |
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| Exit Trade | "Apakah sudah waktunya keluar?" |
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| Telegram | "Apa yang sedang terjadi?" |
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| Auto Trainer | "Apakah model AI masih akurat? Perlu dilatih ulang?" |
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| Backtest | "Apakah strategi ini profitable di data historis?" |
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| Dynamic Confidence | "Seberapa selektif bot harus trading saat ini?" |
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